Fundametrics® Small Cap Equity
The CornerCap investment team builds portfolios based on characteristics that have statistically outperformed over long periods of time. The investment process is a systematic approach to bottom-up, fundamental investing that ranks stocks based on alpha characteristics while identifying and avoiding stocks with excess risk. Our objective is to provide a portfolio based on bottom-up, quantifiable data without emotion and bias that is consistent and highly repeatable.
Key Statistics
| Asset Class | Small Cap Equity |
|---|---|
| Primary Index: | Russell 2000 Value Index |
| Inception Date: | 8/31/2006 |
| Investable Universe: | 1600 stocks |
| Holding Range: | 275 – 400 stocks |
| Market Cap: | All stocks within Market Cap Range of Russell 2000 Index |
| Sector Constraint: | 40% |
| Industry Constraint: | 20% (or benchmark weight) |
| Cash Limits: | 0 – 5% |
| Vehicles: | Separate Account Mutual Fund – Advisor Share Class Mutual Fund – Institutional Share Class |
0%
ATTRACTIVE RISK REWARD – Upside Capture (Since Inception)
0%
ATTRACTIVE RISK REWARD – Downside Capture (Since Inception)
0%
PERSISTENT ALPHA – Rolling 3-year periods exceeding the benchmark
0%
DIVERSIFIED BUT ACTIVE – Active Share
| Asset Class |
|---|
| Primary Index: Russell 2000 Value Index |
| Inception Date: 8/31/2006 |
| Investable Universe: 1600 stocks |
| Holding Range: 250 – 350 stocks |
| Market Cap: All stocks within Market Cap Range of Russell 2000 Index |
| Sector Constraint: 40% |
| Industry Constraint: 20% (or benchmark weight) |
| Cash Limits: 0 – 5% |
| Vehicles: Separate Account Mutual Fund – Retail Share Class Mutual Fund – Institutional Share Class |
0%
ATTRACTIVE RISK REWARD – Upside Capture (last 10 years)
0%
ATTRACTIVE RISK REWARD – Downside Capture (last 10 years)
0%
PERSISTENT ALPHA – Rolling 3-year periods exceeding the benchmark
0%
DIVERSIFIED BUT ACTIVE – Active Share